Problem accessing data CL contract / IB

[clint2008]

Hello,

I have a multi-instrument chart, main dataserie is CL. If I connect it doesn't show the main dataserie. I get Requested market data is not subscribed. If I open a new chart with CL 09-10 it loads data until 20/7/2010. Then starts downloading data for CL 07-10 and CL 08-10. And starts showing real time data as of that point in time. How to correct that?

Where has diagnostics tab gone to?

[NinjaTrader_Jason]

Hello clint2008,

As per your description, you have the CL instrument set to automatically merge historical data. It will merge historical data based on rollover dates defined in the Instrument Manager.

You can disable the merging of data as follows. Highlight the CL in the 'Available master instruments' section in the Instrument Manager and click Edit. Set 'Merge policy' to DoNotMerge. If you subsequently create a CL 09-10 chart, it will only load historical data as per the 09-10 expiry - it will not combine historical data from previous expiries.

You can also modify the rollover dates to determine what historical data will be merged. Once you clicked Edit to open the Instrument Editor window of the CL, please select the Misc-tab. Scroll to the bottom and click the 'Contract Months' row. Click the '...' button that appears. A new window will open up to configure rollover dates.

Unfortunately the Diagnostics-tab is not available anymore in NinjaTrader 7.

[clint2008]

Thanks Jason, that did the trick.

I noticed that CL was using Global Settings. As do all other instruments. I think that it is possible to change the Global Setting then, but I can't find it under options.

Is there documentation about how Merging exactly works?

Are Rollover dates accessible from within NinjaScript?

[NinjaTrader_Jason]

You can modify the Global Merge Setting at Tools-->Options-->Data-tab-->Merge policy. More information can be found at the link below.

http://www.ninjatrader.com/support/helpGuides/nt7/data_tab.htm

Unfortunately rollover dates are not supported in NinjaScript. The link below lists all NinjaScript references but does not include rollover dates.

http://www.ninjatrader.com/support/helpGuides/nt7/alphabetical_reference.htm#r